HIPERFIT Final Workshop

At this Technical Workshop, the HIPERFIT project partners present results from six years of research in Fin-Tech and points to best practice for Computation and Finance in the 21st Century. It is connected to the subsequent HIPERFIT Summit on 17 November. You can register for both or for each of the two days.

HIPERFIT Technical Workshop - Full Day Program with lunch

08:30	Registration, coffee and roll
08:55	Welcome (Fritz Henglein, DIKU)
09:00 Partial Evaluation and Formalisation
09:00	Object-oriented partial evaluation and the expression problem/ Alan Mycroft, University of Cambridge)
09:30	Nominal techniques in Coq / Danil Annenkov, DIKU
10:00	Coffee Break
10:30 Finance
10:30	Special FX / Rolf Poulsen, MATH
11:00	Household finance / Maj-Britt Nordfang, MATH, University of Copenhagen
11:30	Modelling stochastic volatility in forward markets (Fred Esben Benth, University of Oslo)
12:00	Lunch
13:00 Blockchain Technology
13:00	Automated execution of financial contracts on blockchain / Omri Ross, DIKU
13:30	Short Coffee Break
13:45 Streaming and Life-Insurance on GPUs
13:45	Streaming data-parallelism / Andrzej Filinski, DIKU
14:15	Stream fusion: from staging to ahead-of-time compilation through Scala Native / Aggelos Biboudis, École Polytechnique Fédérale de Lausanne
14:45	Domain-specific languages and GPGPUs in life insurance and pensions / Peter Sestoft, ITU)
15:15	Coffee Break
15:45 Data-parallel Programming
15:45	Design and implementation of the Futhark programming language / Troels Henriksen, DIKU
16:15	Futhark: Challenges and Future Research Directions / Cosmin Oancea, DIKU
16:45	APL on GPUs--a progress report with a touch of machine learning / Martin Elsman, DIKU
17:15	Closing Remarks / Fritz Henglein, DIKU
17:20	Chat and Snacks

The official registration has closed. If you wish to participate, please write to Anne-Marie Duckert: duckert@di.ku.dk, indicating your name, title and organisation - and whether you wish to partipate in the Workshop 16 Nov. - the Summit 17 Nov. or both events.

Registration for event

The official registration has closed. If you wish to participate, please write to Anne-Marie Duckert: club@di.ku.dk, indicating your name, title and organisation - and whether you wish to partipate in the Workshop 16 Nov. - the Summit 17 Nov. or both events.